#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Models;
using Cephei.QL.Math.Optimization;
using Cephei.QL.Math;
namespace Cephei.QL.Experimental.Variancegamma
{
    /// <summary> 
	/// ! References:  Dilip B. Madan, Peter Carr, Eric C. Chang (1998) "The variance gamma process and option pricing," European Finance Review, 2, 79-105  \warning calibration is not implemented for VG
	/// </summary>
    [Guid ("C81B6A10-33C8-4921-B9D1-7D8EED2F5C78"),ComVisible(true)]
	public interface IVarianceGammaModel : Cephei.QL.Models.ICalibratedModel
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double Nu {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Experimental.Variancegamma.IVarianceGammaProcess Process {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Sigma {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Theta {get;}
    }   

    /// <summary> 
	/// ! References:  Dilip B. Madan, Peter Carr, Eric C. Chang (1998) "The variance gamma process and option pricing," European Finance Review, 2, 79-105  \warning calibration is not implemented for VG Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IVarianceGammaModel_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IVarianceGammaModel Create (Cephei.QL.Experimental.Variancegamma.IVarianceGammaProcess process);
    }
}

